+424.9%
MAR vs DAR
+375.1%
+49.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +0.9% | -0.2% |
| 7D | -2.1% | +0.9% | -3.0% | -2.4% |
| 30D | -5.7% | +6.4% | -12.1% | -8.0% |
| 3M | -14.6% | +13.2% | -27.9% | -19.1% |
| 6M | +1.3% | +26.2% | -24.8% | -8.4% |
| YTD | +6.7% | +84.4% | -77.7% | -16.3% |
| 1Y | +26.4% | +112.0% | -85.6% | -6.8% |
| 3Y | +64.7% | +13.4% | +51.4% | +46.5% |
| 5Y | +153.1% | -6.0% | +159.1% | +131.4% |
| All | +424.9% | +375.1% | +49.8% | +124.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DAR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling